It's a non-Java thing. You would have to create your own typeface, presumably one with support for at least the first 256 code points. Your typeface ("font") would include both a normal US-ASCII character set and then extra glyphs in the unused code points (128-255) to represent your chess pieces and things. Then you'd have to install it on the computer, and configure your terminal window to use it. Then it's easy: from
Java, you'd just print the Unicode values which corresponded to the chess piece glyphs.